+33.0%
QCOM vs TSLQ
-97.6%
+130.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -11.1% | +14.7% | +1.6% |
| 7D | +5.8% | +8.5% | -2.7% | +8.4% |
| 30D | -2.3% | -4.8% | +2.5% | -1.7% |
| 3M | +2.7% | -34.9% | +37.6% | -2.3% |
| 6M | -21.0% | -10.6% | -10.4% | -17.2% |
| YTD | +1.8% | -13.4% | +15.2% | +8.4% |
| 1Y | +2.4% | -25.9% | +28.3% | +7.1% |
| 3Y | +52.1% | -96.9% | +149.1% | +18.1% |
| All | +33.0% | -97.6% | +130.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling